Invesco PHLX Semiconductor ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.09% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0572 | 6.94 | |
| 0.1142 | 11.34 | |
| 0.9672 | 284.14 | |
| -0.0668 | -7.13 |
Estimation Period:
Jun 11, 2021 to Feb 6, 2026
Jun 11, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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